<p>
    Our backtest results in a Sharpe ratio of 0.59 while the SP500 Sharpe ratio is 0.8 during the same decade. This performance may be due to several factors:
    <ol>
        <li>The number of stocks in our portfolio, 100, could be too low.</li>
        <li>Equal weighting for all stocks may not fully capture the strength of higher ranking stocks.</li>
        <li>Rebalancing quarterly may be too frequent for a momentum strategy in equities.</li>
    </ol>
    This tutorial shows us how to take advantage of the techniques of requesting historical data and using a RollingWindow. We hope the community can further develop strategies based on these techniques.
</p>